-18.7%
PCOR vs CAKE
+174.8%
-193.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | -0.3% |
| 7D | +22.2% | -1.8% | +24.0% | +23.3% |
| 30D | +36.0% | +2.3% | +33.7% | +34.4% |
| 3M | +34.0% | +3.9% | +30.1% | +30.2% |
| 6M | +43.5% | +81.4% | -37.9% | +5.8% |
| YTD | +5.1% | +122.5% | -117.4% | -32.1% |
| 1Y | -3.9% | +138.1% | -142.1% | -40.4% |
| 3Y | +52.9% | +288.0% | -235.1% | -30.8% |
| 5Y | -18.7% | +174.9% | -193.5% | -58.5% |
| All | -18.7% | +174.8% | -193.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling